{ "schema_version": "local_paper_hermes_review_v1", "available": true, "structured_output": true, "source": "deepseek_api", "failure_class": "deepseek_review_unavailable", "model": "deepseek-v4-pro", "plan_date": "20260817", "trade_date": "20260818", "reason": "", "conclusion": "今日无正式新开仓，加仓四会富仕且风控完整，执行日 MIXED 与外部冲击 LOW 均按体系降级观察，整体符合板块二波执行纪律。", "fact_check": { "real_fills": [ "当日 1 笔加仓成交：SZSE.300852 四会富仕 14:27:41 以 49.26 元买 1400 股，按卖一价模拟，类型 POSITION_ADD；无正式新开仓、无影子买入、无风控卖出。", "该笔成交 chase_ceiling=null、exec_high=49.65、VWAP=49.1626，分钟能量字段 passed/amount 均为 null；盘后回放判定为缺失条件阻断，真实成交保留。" ], "existing_positions": [ "持仓 5 只，宝胜、特发、泸州老窖、沃森、四会富仕；全部失效价未跌破、无 T+1 锁定，风控逐股检查 5/5，无阈值触发。", "四会富仕加仓 1400 股后收盘 2800 股，其余 4 只持仓数量未变，无卖出，无超卖证据。" ], "market_gate": { "status": "执行日外部科技冲击 LOW，正常入场窗口；但盘前 regime 从计划 HOT 转执行 MIXED，触发再确认；5 个正式 active 信号在 gate funnel 全部因 market_gate 首因阻断，加仓成交单独走 POSITION_TREND_ADD。" }, "external_tech_shock": { "source_level": "LOW", "source_score": 0.0, "runtime_level": "LOW", 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"signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation", "style_code": "WAIT_CONFIRM", "entry_policy": "wait", "official_buy_allowed": false, "official_symbol_whitelist": [], "pool_up_ratio": 0.3226, "active_up_ratio": 0.6, "active_positive": 3, "active_above_vwap": 2, "active_total": 5, "dominant_theme": "共封装光学(CPO) / 绿色照明" }, { "captured_at": "2026-08-18T11:31:21", "passed": false, "reason": "quote_stale,wait_for_intraday_style_confirmation", "style_code": "WAIT_CONFIRM", "entry_policy": "wait", "official_buy_allowed": false, "official_symbol_whitelist": [], "pool_up_ratio": 0.3226, "active_up_ratio": 0.6, "active_positive": 3, "active_above_vwap": 3, "active_total": 5, "dominant_theme": "共封装光学(CPO) / 绿色照明" }, { "captured_at": "2026-08-18T11:32:23", "passed": false, "reason": "signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation", "style_code": "WAIT_CONFIRM", "entry_policy": "wait", "official_buy_allowed": false, "official_symbol_whitelist": [], "pool_up_ratio": 0.3226, "active_up_ratio": 0.6, "active_positive": 3, "active_above_vwap": 3, "active_total": 5, "dominant_theme": "共封装光学(CPO) / 绿色照明" }, { "captured_at": "2026-08-18T11:35:27", "passed": false, "reason": "quote_stale,wait_for_intraday_style_confirmation", "style_code": "WAIT_CONFIRM", "entry_policy": "wait", "official_buy_allowed": false, "official_symbol_whitelist": [], "pool_up_ratio": 0.3226, "active_up_ratio": 0.6, "active_positive": 3, "active_above_vwap": 3, "active_total": 5, "dominant_theme": "共封装光学(CPO) / 绿色照明" }, { "captured_at": "2026-08-18T11:35:58", "passed": false, "reason": "signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation", "style_code": "WAIT_CONFIRM", "entry_policy": "wait", "official_buy_allowed": false, "official_symbol_whitelist": [], "pool_up_ratio": 0.3226, "active_up_ratio": 0.6, "active_positive": 3, "active_above_vwap": 3, "active_total": 5, "dominant_theme": "共封装光学(CPO) / 绿色照明" }, { "captured_at": "2026-08-18T11:36:29", "passed": false, "reason": "quote_stale,wait_for_intraday_style_confirmation", "style_code": "WAIT_CONFIRM", "entry_policy": "wait", "official_buy_allowed": false, "official_symbol_whitelist": [], "pool_up_ratio": 0.3226, "active_up_ratio": 0.6, "active_positive": 3, "active_above_vwap": 3, "active_total": 5, "dominant_theme": "共封装光学(CPO) / 绿色照明" }, { "captured_at": "2026-08-18T11:40:07", "passed": false, "reason": "signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation", "style_code": "WAIT_CONFIRM", "entry_policy": "wait", "official_buy_allowed": false, "official_symbol_whitelist": [], "pool_up_ratio": 0.3226, "active_up_ratio": 0.6, "active_positive": 3, "active_above_vwap": 3, "active_total": 5, "dominant_theme": "共封装光学(CPO) / 绿色照明" }, { "captured_at": "2026-08-18T11:40:37", "passed": false, "reason": "quote_stale,wait_for_intraday_style_confirmation", "style_code": "WAIT_CONFIRM", "entry_policy": "wait", "official_buy_allowed": false, "official_symbol_whitelist": [], "pool_up_ratio": 0.3226, "active_up_ratio": 0.6, "active_positive": 3, "active_above_vwap": 3, "active_total": 5, "dominant_theme": "共封装光学(CPO) / 绿色照明" }, { "captured_at": "2026-08-18T11:41:08", "passed": false, "reason": "signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation", "style_code": "WAIT_CONFIRM", "entry_policy": "wait", "official_buy_allowed": false, "official_symbol_whitelist": [], "pool_up_ratio": 0.3226, "active_up_ratio": 0.6, "active_positive": 3, "active_above_vwap": 3, "active_total": 5, "dominant_theme": "共封装光学(CPO) / 绿色照明" }, { "captured_at": "2026-08-18T11:41:39", "passed": false, "reason": "quote_stale,wait_for_intraday_style_confirmation", "style_code": "WAIT_CONFIRM", "entry_policy": "wait", "official_buy_allowed": false, "official_symbol_whitelist": [], "pool_up_ratio": 0.3226, "active_up_ratio": 0.6, "active_positive": 3, "active_above_vwap": 3, "active_total": 5, "dominant_theme": "共封装光学(CPO) / 绿色照明" }, { "captured_at": "2026-08-18T11:42:10", "passed": false, "reason": "signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation", "style_code": "WAIT_CONFIRM", "entry_policy": "wait", "official_buy_allowed": false, "official_symbol_whitelist": [], "pool_up_ratio": 0.3226, "active_up_ratio": 0.6, "active_positive": 3, "active_above_vwap": 3, "active_total": 5, "dominant_theme": "共封装光学(CPO) / 绿色照明" }, { "captured_at": "2026-08-18T11:42:41", "passed": false, "reason": "quote_stale,wait_for_intraday_style_confirmation", "style_code": "WAIT_CONFIRM", "entry_policy": "wait", "official_buy_allowed": false, "official_symbol_whitelist": [], "pool_up_ratio": 0.3226, "active_up_ratio": 0.6, "active_positive": 3, "active_above_vwap": 3, "active_total": 5, "dominant_theme": "共封装光学(CPO) / 绿色照明" }, { "captured_at": "2026-08-18T11:43:11", "passed": false, "reason": "signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation", "style_code": "WAIT_CONFIRM", "entry_policy": "wait", "official_buy_allowed": false, "official_symbol_whitelist": [], "pool_up_ratio": 0.3226, "active_up_ratio": 0.6, "active_positive": 3, "active_above_vwap": 3, "active_total": 5, "dominant_theme": "共封装光学(CPO) / 绿色照明" } ], "filled_entry_gate_evidence": [], "entry_window_audit": { "valid_entry_windows": [], "missed_valid_entry_windows": [], "chronology_violations": [], "policy": "09:35 后同时满足市场门、白名单、ACTIONABLE、分钟能量和 VWAP 的窗口均须解释；未成交时必须给出执行阻断原因，不能只看收盘最后一帧。" }, "claim_policy": "正式成交必须使用 filled_entry_gate_evidence 核对成交时门控；若 evidence_complete=true，不得声称盘前禁止到盘中成交之间缺少允许切换证据。" } }, "good_lessons": [ "执行日 regime 从计划 HOT 降至 MIXED 时，系统未继承计划乐观权限，盘中保持 Strict Gate 并触发再确认，正式新开仓 0 笔，符合降级纪律。", "风控日志全时段覆盖 5 个持仓，逐股阈值核验完整，无阈值触发、无 T+1 违规卖出；加仓按卖一价成交，未追价。" ], "mistake_lessons": [ "当日真实缺陷：加仓订单分钟能量字段为空，导致盘后回放阻断；该缺陷已在盘后修复并验证，但原生订单数据健康仍需观察。", "计划日日报发现 8 active/21 条件，与计划合同 5 active/24 条件存在口径差异，属于历史报告发现数与合同分层数不一致，需备案。" ], "code_iterations_done": [ "分钟能量绝对量+加速条件已实现并回放验证；当日四会富仕加仓因分钟能量缺失被回放阻断，政策状态 implemented_and_read_only_replay_verified。", "WEAK+CLUSTERED_MAINLINE 总仓 25%、单票 6% 上限已落地；盘前 regime ALERT 与 entry_reconfirmation_required 已触发，preopen 降级策略已实施。", "本地事实护栏已校验 position_flow_sanity，避免把收盘剩余持仓误读为全天起始持仓。" ], "pending_rule_change_candidates": [ "评估加仓订单是否应引入更严格的当日市场门或 VWAP 健康检查，避免在市场门阻断正式信号时仍进行趋势加仓。", "后续可将条件观察池的 shadow 观察与正式执行权限的日志编号显式化，以进一步验证 unclassified_signal_count=0 时的覆盖可追溯性。" ], "next_validation_tasks": [ "明日验证 BC电池/半导体链前排能否延续，并跟踪 active 候选海目星、芯碁微装是否出现 VWAP 回踩与分钟能量再确认。", "跟踪持仓沃森生物、泸州老窖等是否触发失效价，验证 risk_overlay 在下一交易日的阈值检查。" ], "framework_audit": { "entry_fit": [ "当日无正式新开仓，active 5 信号均在市场门首因阻断，符合先板块共振后个股确认的体系。", "加仓四会富仕为趋势加仓模板，不要求当日新主线共振；成交按卖一价，无追价违规，但分钟能量字段为空为历史缺陷。" ], "holding_fit": [ "5 个持仓均未破失效价，无 T+1，趋势未破坏，继续持有符合体系。", "加仓后四会富仕卖一价成交，target 20% 未超过单票上限，无过度集中。" ], "sell_fit": [ "今日无风控卖出，risk_overlay 日志记录 0 决策，5 笔持仓逐股阈值核验完整，无触发，符合风控纪律。", "无超卖证据，position_flow_sanity 全员 sold_qty=0，oversell_evidence=false。" ], "violations_or_warnings": [ "计划日日报 8 active/21 条件与计划合同 5 active/24 条件数量口径不一致，属于历史报告发现与合同分层差异，已列为事实核验提醒。", "加仓订单分钟能量字段为空，属当日原生数据健康问题，已由盘后回放修复验证，列为历史缺陷而非未修复规则。" ], "source": "deepseek_api" }, "daily_review_coverage": { "premarket_plan": { "assessment": "计划日日报 HOT 88/100，盘前 regime 从计划 HOT 降至执行 MIXED 33.56，preopen_regime_alert 为 AMBER，要求重新确认；外部科技冲击 LOW，未构成额外收紧。", "key_points": [ "计划日 20260817 日报 regime HOT 88/100，执行日 market_trajectory 显示 MIXED 33.56，盘前 ALERT AMBER，触发 entry_reconfirmation_required。", "外部科技冲击 LOW，SOX +1.64%、韩国 KOSPI +2.70%，上涨不构成冲击，无需提高 tech 入场门槛。" ] }, "sector_analysis": { "assessment": "BC 电池前排强（捷佳伟创 +8.57、英诺激光 +6.54）但 mid/laggard 分歧明显，上涨 10 下跌 11；半导体链/ PCB 概念有活跃但 CPO/绿色照明全跌，跨源显示半导体链日报 DIVERGENCE vs 开盘啦 CLIMAX，通信算力链 DIVERGENCE vs ACCELERATION，需再确认。", "key_points": [ "BC 电池 up 10 / down 11，前排捷佳 +8.57、英诺 +6.54，后排中来 -1.24、裕兴 -2.47，典型前排独强、中后排不跟随。", "sector_cycle_history 跨源冲突：半导体链重放 DIVERGENCE vs 开盘啦 CLIMAX，通信算力链 DIVERGENCE vs ACCELERATION，只复核不自动放行。" ] }, "stock_analysis": { "assessment": "当日成交仅为四会富仕加仓，其余持仓未变；active 5 个候选芯碁、帝尔、海目星、苏州固锝、TCL 中环均未正式成交，海目星和芯碁 TOUCHED 但分别被 chase_ceiling 诊断阻断，条件池英诺激光等 TOUCHED 但被 framework_pool_gate 影子阻断。", "key_points": [ "加仓四会富仕 POSITION_ADD 1400 股，其余持仓未变；无正式新开仓成交。", "active 候选海目星、芯碁触发但未成交，诊断原因为 chase_ceiling；条件池英诺激光等 TOUCHED 仅影子观察，非正式订单。" ] }, "trade_execution": { "assessment": "成交时门控：加仓订单按卖一价 49.26 成交，高于 VWAP 0.2185%，无 chase_ceiling 上限，exec_high 49.65；5 个正式新开仓信号 gate funnel 首因全部 market_gate_blocked，加仓单独列示不经过该漏斗。", "key_points": [ "订单 time 14:27:41，qty 1400，amount 68964.0，trigger_gap_bps -2.03（成交低于触发价），按卖一价模拟成交。", "gate_funnel evaluated_count=5, passed_count=0, first_fail_counts.market_gate_blocked=5；position_add_filled=1 单独列示。" ] }, "risk_tracking": { "assessment": "T+1 无锁定，5 个持仓失效价均未跌破；risk_overlay_observability 显示 full_session_log_available、covers_regular_session、risk_threshold_coverage_complete 且 decision_count=0，本日风控证据覆盖完整，无阈值触发或卖出。", "key_points": [ "positions_with_stop_or_invalid_threshold=5=position_count，全部 threshold_breached=false。", "recorded_decision_count=0，pending_decision=0，blocked_intent=0，无风控卖出动作。" ] }, "strategy_reflection": { "assessment": "做对：执行日 regime 降级未继承计划乐观权限，正式新开仓 0，风控完整。做错/缺陷：加仓订单分钟能量字段为空，已由盘后回放修复验证；计划日日报与计划合同数量口径不一致，需备案。待回放假设：加仓是否需更强市场门需进一步评估。", "key_points": [ "review_fix_replay 对当日加仓回放 BLOCK，reason=minute_energy_missing_require_absolute_and_acceleration，policy_status=implemented_and_read_only_replay_verified。", "plan_contract 5/24 与 daily_report 8/21 口径差异已记录，属于历史报告发现数而非合同错误。" ] } }, "fact_scope_guardrail": { "execution_market_facts": { "report_date": "20260818", "role": "execution_date_post_close_market_facts", "count_comparison_allowed": false, "pool_up_pct": 34.48, "whole_market_rise_pct": 33.24, "breadth_divergence_pct_points": null, "rise_count": 1839, "fall_count": 3233, "flat_count": 461, "limit_up_count": 80, "limit_down_count": 6, "regime_label": "盘前候选池分化（待复核）", "regime_code": "MIXED", "regime_score": 33.56, "source_contract": "dashboard_text_date_scoped; market facts only; no active_or_conditional_count_comparison", "candidate_pool_limit_up_count": 0, "candidate_pool_limit_down_count": 0, "market_fact_quality": { "state": "full_market_breadth_verified", "trajectory_record_available": true, "full_market_breadth_source": "tencent_full_a_dated_quotes", "full_market_breadth_coverage_ratio": 0.9998, "candidate_pool_scope": "runtime_candidate_confirmation", "missing_whole_market_fields": [], "action": "执行日全市场与候选池市场事实均已可审计。" }, "authority": "authoritative_for_execution_day_market_numbers; do not substitute plan-date breadth values", "plan_date_reference": { "report_date": "20260817", "role": "plan_session_historical_context", "count_comparison_allowed": false, "pool_up_pct": 96.6, "whole_market_rise_pct": 73.4, "breadth_divergence_pct_points": 23.2, "rise_count": 4061, "fall_count": 998, "flat_count": 474, "limit_up_count": 110, "limit_down_count": 1, "regime_label": "亢奋", "regime_code": "HOT", "regime_score": 88.0, "source_contract": "dashboard_text_date_scoped; market facts only; no active_or_conditional_count_comparison", "candidate_pool_limit_up_count": null, "candidate_pool_limit_down_count": null, "market_fact_quality": { "state": "dashboard_verified", "trajectory_record_available": false, "full_market_breadth_source": null, "full_market_breadth_coverage_ratio": null, "candidate_pool_scope": null, "missing_whole_market_fields": [], "action": "执行日全市场与候选池市场事实均已可审计。" } } }, "rule": "execution-day market claims must use execution_market_facts; plan-day breadth requires explicit historical label", "triggered": false } }